Optimization

This lesson discusses how to find the minima of a curve.

Introduction #

Optimization, or finding the minima or maxima of a function, is an important field in mathematics. Common applications of optimization are the minimization of entities such as cost, risk, and error, or the maximization of productivity, efficiency, and profit.

The minimization function fmin finds the next local minimum starting from a user-provided initial position. fmin is part of the scipy.optimize module.

Finding local minima

There are two minimum input arguments for fmin:

  1. The function to minimize.
  2. The initial value where we start our search for the minimum.

fmin returns the value of the independent variable for which the function is locally minimized.

fmin(func, x0)

The search for the minimum is ...